Calibration tests for multivariate Gaussian forecasts
DOI10.1016/J.JMVA.2016.11.005zbMATH Open1352.62087OpenAlexW2555704046MaRDI QIDQ730441FDOQ730441
Leonhard Held, Wei Wei, Fadoua Balabdaoui
Publication date: 28 December 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2016.11.005
calibration testDawid-Sebastiani scoreGaussian forecastlogarithmic scoremultivariate forecastuniform correlation matrix
Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
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